Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18/12/2020 | 166.10% | 0.01 | 0.05 | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 | 10,800 | 89.10% | 100.00% |
17/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 247,221 | 247,221 | 1,236 | 13,350 | 86.67% | 98.15% |
16/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 242,378 | 242,378 | 1,212 | 13,088 | 98.90% | 98.90% |
15/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 242,725 | 242,725 | 1,214 | 13,107 | 99.09% | 99.09% |
14/12/2020 | 143.55% | 0.01 | 0.05 | 400,000 | 400,000 | 242,281 | 242,281 | 2,000 | 13,083 | 98.82% | 98.93% |
11/12/2020 | 153.84% | 0.01 | 0.05 | 400,000 | 400,000 | 242,699 | 242,699 | 1,680 | 13,106 | 99.08% | 99.08% |
10/12/2020 | 157.39% | 0.01 | 0.05 | 400,000 | 400,000 | 242,043 | 242,043 | 1,854 | 13,070 | 98.68% | 98.68% |
09/12/2020 | 142.23% | 0.01 | 0.05 | 400,000 | 400,000 | 243,514 | 243,514 | 2,067 | 13,150 | 95.73% | 95.73% |
08/12/2020 | 158.27% | 0.02 | 0.05 | 400,000 | 400,000 | 242,713 | 242,713 | 1,781 | 13,107 | 99.11% | 99.11% |